A bivariate stable characterization and domains of attraction

Sidney Resnick and Priscilla Greenwood

Journal of Multivariate Analysis, 1979, vol. 9, issue 2, 206-221

Abstract: Bivariate stable distributions are defined as those having a domain of attraction, where vectors are used for normalization. These distributions are identified and their domains of attraction are given in a number of equivalent forms. In one case, marginal convergence implies joint convergence. A bivariate optional stopping property is given. Applications to bivariate random walk are suggested.

Keywords: Stable; distributions; domain; of; attraction; bivariate; distributions (search for similar items in EconPapers)
Date: 1979
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Citations: View citations in EconPapers (13)

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